Exchanges do not allow for fractional contract sizes. As a result, allocation of block trades between different accounts requires rounding of positions, which can result in biased allocations. The recognition of average prices can lessen the amount of bias to some degree. However, not all exchanges recognize average prices such as EUREX. Alternative allocation procedures that have been suggested for exchanges that do not recognize average prices can result in a biased allocation between trades. These alternative allocation procedures do not guarantee convergence towards the respective accounts' appropriate allocated portion of the returns, regardless of the number of separately managed accounts, even when the number of filled orders grows sufficiently large. One such methodology which fails to necessarily converge or guarantee a fair outcome is the “High Account High Price” methodology. Accordingly, there is a need for alternative allocation methods that are more equitable and that do not suffer from these drawbacks.